NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 07-Nov-2008
Day Change Summary
Previous Current
06-Nov-2008 07-Nov-2008 Change Change % Previous Week
Open 65.02 60.67 -4.35 -6.7% 67.37
High 65.50 62.82 -2.68 -4.1% 71.77
Low 60.16 59.97 -0.19 -0.3% 59.97
Close 60.77 61.04 0.27 0.4% 61.04
Range 5.34 2.85 -2.49 -46.6% 11.80
ATR 5.81 5.60 -0.21 -3.6% 0.00
Volume 272,470 292,018 19,548 7.2% 1,386,982
Daily Pivots for day following 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 69.83 68.28 62.61
R3 66.98 65.43 61.82
R2 64.13 64.13 61.56
R1 62.58 62.58 61.30 63.36
PP 61.28 61.28 61.28 61.66
S1 59.73 59.73 60.78 60.51
S2 58.43 58.43 60.52
S3 55.58 56.88 60.26
S4 52.73 54.03 59.47
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 99.66 92.15 67.53
R3 87.86 80.35 64.29
R2 76.06 76.06 63.20
R1 68.55 68.55 62.12 66.41
PP 64.26 64.26 64.26 63.19
S1 56.75 56.75 59.96 54.61
S2 52.46 52.46 58.88
S3 40.66 44.95 57.80
S4 28.86 33.15 54.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.77 59.97 11.80 19.3% 5.75 9.4% 9% False True 277,396
10 71.77 59.97 11.80 19.3% 5.44 8.9% 9% False True 269,163
20 85.28 59.97 25.31 41.5% 5.39 8.8% 4% False True 241,529
40 109.74 59.97 49.77 81.5% 5.78 9.5% 2% False True 185,011
60 122.87 59.97 62.90 103.0% 5.40 8.9% 2% False True 140,856
80 134.20 59.97 74.23 121.6% 5.13 8.4% 1% False True 117,687
100 148.60 59.97 88.63 145.2% 5.06 8.3% 1% False True 101,138
120 148.60 59.97 88.63 145.2% 5.04 8.3% 1% False True 91,768
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.24
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 74.93
2.618 70.28
1.618 67.43
1.000 65.67
0.618 64.58
HIGH 62.82
0.618 61.73
0.500 61.40
0.382 61.06
LOW 59.97
0.618 58.21
1.000 57.12
1.618 55.36
2.618 52.51
4.250 47.86
Fisher Pivots for day following 07-Nov-2008
Pivot 1 day 3 day
R1 61.40 65.22
PP 61.28 63.82
S1 61.16 62.43

These figures are updated between 7pm and 10pm EST after a trading day.

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